Asymptotic behavior of the processes describing some insurance models

DOI10.1080/03610926.2014.985840zbMath1354.91058OpenAlexW2259669999MaRDI QIDQ2807804

Alexander Gromov, Ekaterina V. Bulinskaya

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.985840

zbMATH Keywords

dynamic programmingproportional reinsuranceoptimal and asymptotically optimal controlperiodic-review model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Reliability of a Discrete-Time System with Investment

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